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Parisian ruin for a refracted Lévy process - MaRDI portal

Parisian ruin for a refracted Lévy process (Q2397862)

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Parisian ruin for a refracted Lévy process
scientific article

    Statements

    title
    Parisian ruin for a refracted Lévy process (English)
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    author
    Mohamed Amine Lkabous
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    Irmina Czarna
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    Jean-François Renaud
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    publication date
    24 May 2017
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    zbMATH Keywords
    Parisian ruin
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    adaptive premium
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    refracted Lévy process
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    Lévy risk models
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    scale functions
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    Identifiers

    zbMATH DE Number
    6722905
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    OpenAlex ID
    W2964351656
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    arXiv ID
    1603.09324
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